-7.3%
RUN vs RY
+414.9%
-422.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +2.6% |
| 7D | +33.4% | -0.9% | +34.3% | +34.1% |
| 30D | +31.1% | +5.9% | +25.3% | +22.2% |
| 3M | +6.4% | -4.3% | +10.7% | +11.5% |
| 6M | -22.2% | +12.1% | -34.3% | -32.6% |
| YTD | -45.8% | +20.3% | -66.0% | -56.2% |
| 1Y | -51.1% | +41.0% | -92.1% | -67.0% |
| 3Y | -3.0% | +157.5% | -160.5% | -66.1% |
| 5Y | -82.2% | +123.2% | -205.4% | -92.6% |
| 10Y | +111.9% | +365.7% | -253.8% | -54.3% |
| All | -7.3% | +414.9% | -422.2% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling